As said by senshin in his comments the Chaos;Head, Steins;Gate and Robotic;Notes anime series are adaptions of Visual Novels. bellow is a list of the corresponding games on VNDB (Visual Novel Database)
From each of those links you can also find links to the anime and other games based off each of these. however not all of these one would consider canon and most times these would have [Unofficial] in their title or have Fan-Fiction as a tag, ie. Steins;gate Divergence. As senshin has said
The visual novels are significantly longer and contain a lot more information than was shown in the corresponding anime
This obviously because of time constraints on Anime being set to go on for a set number of episodes of certain length (normally between ~12 and ~24 episodes ~20 minutes long Excluding OP and ED). multiple seasons of a series are normally either done based on popularity of the previous season or planned because it is foretasted that the previous season will sell well (as with Fate/Zero and Fate/Stay Night: Unlimited Blade Works).
Another source of information is also Art/Material Books such as the Steins;Gate Official Material Collection Book. these tend to have a bit more information that may not have originally been in the Visual Novels. in my experience large series tend to have these to fill in some plot holes, for instance in the Nasuverse (Fate/Stay Night, Tsukihime etc.) the Material Books go into depth about the 27 Dead Apostle Ancestors, the on-goings between the Church and the Mage's Association and the Aylesbury Valesti which is theorized to have been the cause of the Prana drying up in the world in Fate/Extra.
Also on occasion at conventions some writers/developers hold Q&A Sessions where fans can ask them a number of questions. these can sometimes also been included in Material Books.
However most of the time this extra information is in Japanese, for English fans who don't know Japanese this can be a barrier when the work isn't translated. for instance while Chaos;Head and Steins;Gate have English translations, both fan made and official, Robotic;Notes does not and the likely hood of a fan translation of it is very unlikely due to the game being on Console.
in these situations a Wiki (normally a Wikia site) tends to be a good source of information. however one need to be careful as sometimes there are two Wikias for one game however one can normally tell which is of inferior quality. also despite the 3 titles mentioned being apart of the The Science Adventure series (科学ＡＤＶ, Kagaku Adobenchaa) there is three separate wikias. sometimes however you may get lucky with a series which has a single wiki (eg. Type-Moon1, Final Fantasy2)
Ofcause one should take heed with Wikia's as these tend to not normally be maintained by the developers. a good sign that a Wikia is reliable is what kind of References it has, on the Type-Moon Wikia information gained from Q&A sessions will be included most of the time in both Japanese and in English
1: Titles include Fate/Stay Night, Tsukihime, Kagetsu Tohya, Melty Blood, Kara no Kyoukai, Notes, etc.
2: Titles include the Final Fantasy games (I - XV, Tactics, Crystal Chronicles), Vagrant Story, Bravery Default, The Four Heroes of Light, etc.